+102.2%
USO vs CLSK
-58.7%
+160.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -16.6% | +8.5% | -9.1% |
| 7D | -12.7% | -20.7% | +8.0% | -14.1% |
| 30D | +1.0% | -45.5% | +46.5% | -3.5% |
| 3M | +25.6% | -52.0% | +77.6% | +19.3% |
| 6M | -1.5% | -47.0% | +45.5% | -4.6% |
| YTD | +110.3% | -32.8% | +143.1% | +107.1% |
| 1Y | +102.2% | -58.1% | +160.2% | +103.3% |
| All | +102.2% | -58.7% | +160.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling